principles of financial economics leroy and werne phần 9 doc

principles of financial economics leroy and werne phần 9 doc

principles of financial economics leroy and werne phần 9 doc

... Economics, 15: 199 –216, 198 6. [3] John Geanakoplos. An introduction to general equilibrium with incomplete asset markets. Journal of Mathematical Economics, 19: 1–38, 199 0. [4] Michael Magill and Martine ... Quinzii. Theory of Incomplete Markets. MIT Press, 199 6. [5] Roy Radner. Existence of equilibrium of plans, prices and price expectations in a sequence economy. Econometr...

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principles of financial economics leroy and werne phần 7 pptx

principles of financial economics leroy and werne phần 7 pptx

... equilibria—a note. Journal of Mathematical Economics, 32:113–1 19, 199 9. [5] John Geanakoplos and Heraklis Polemarchakis. Existence, regularity, and constrained subop- timality of competitive allocations ... measure of risk (see Chapter 10), the analysis of expected returns and variances of returns plays an important role in the theory and applications of finance. It lea...

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